Spring 2015 Network Science

Homework Assignment #1
Due Date : 3/23/2015

Problem 1 (50 points)

(a) For a Poisson arrival process of rate , let Sn denote the arrival time of the n arrival
and Xi = Si Si1 denote the inter arrival time between the ith arrival and the i 1
arrival. Find the joint probability density of S1 , S2 , . . . , Sn1 conditioned on Sn = t.

(b) Find P[X1 > |Sn = t]

(c) Find P[Xi > |Sn = t] for 1 i n.

(d) Find the density fSi |Sn (si |t) for 1 i n.

Problem 2 (50 points)

(a) Find the steady-state probabilities 0 , 2 , . . . , k1 for the Markov chain below. Express
your answer in terms of the ratio = p/q, where q = 1 p. Pay particular attention to
the special case = 1.

(b) Find the limit of 0 as k approaches ; give separate answers for < 1, = 1, and
> 1. Find the limiting values of k1 for the same cases.